+2,885.9%
ALB vs SPY
+2,812.8%
+73.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.0% |
| 7D | -8.1% | +0.1% | -8.2% | -8.2% |
| 30D | +6.3% | +0.1% | +6.2% | +6.2% |
| 3M | -23.6% | +2.0% | -25.6% | -25.2% |
| 6M | -24.6% | +13.0% | -37.6% | -34.1% |
| YTD | -10.3% | +13.5% | -23.8% | -21.7% |
| 1Y | +61.5% | +20.0% | +41.5% | +33.1% |
| 3Y | -34.0% | +77.2% | -111.2% | -62.9% |
| 5Y | -44.6% | +81.9% | -126.5% | -68.7% |
| 10Y | +76.1% | +314.1% | -238.0% | -55.0% |
| All | +2,885.9% | +2,812.8% | +73.1% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling